bonds / 30Y / JGB (30-Year) No. 27
Bond Information
| Name | JGB (30-Year) No. 27 |
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| ISIN | — |
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| Issue # | 27 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2007-10-22 |
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| Maturity | 2037-09-20 （Remaining 11.1y） |
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| Outstanding | ¥1.8T （2026-03-31・MOF） |
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| Total issued | ¥1.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥4.8B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥140B（last 2026-04-17・BOJ） |
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| BOJ Holding | ¥348.1B（19.3%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
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| Compound Yield | 2.4971 % |
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| Accrued Interest | 1.068493 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.53 |
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| Macaulay Duration | 9.65 |
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| DV01 | — |
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| Convexity | 104.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（18 omitted）… |
| 2037-03-20 | coupon | 1.250 |
| 2037-09-20 | coupon + redemption | 101.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 11.1y) | 2.974 % → ref. price 95.528 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-11-23 | -50bp | 2.446 | 100.496 | -0.630 | +4.49% | +17.96% |
| -25bp | 2.696 | 98.154 | -0.630 | +2.07% | +8.27% |
| Unchanged (roll-down) | 2.946 | 95.874 | -0.630 | -0.29% | -1.17% |
| +25bp | 3.196 | 93.654 | -0.630 | -2.59% | -10.37% |
| +50bp | 3.446 | 91.493 | -0.630 | -4.83% | -19.32% |
| 6m 2027-02-23 | -50bp | 2.418 | 100.747 | 1.250 | +6.70% | +13.39% |
| -25bp | 2.668 | 98.446 | 1.250 | +4.31% | +8.63% |
| Unchanged (roll-down) | 2.918 | 96.204 | 1.250 | +1.99% | +3.99% |
| +25bp | 3.168 | 94.020 | 1.250 | -0.27% | -0.53% |
| +50bp | 3.418 | 91.892 | 1.250 | -2.47% | -4.94% |
| 12m 2027-08-23 | -50bp | 2.363 | 101.198 | 2.500 | +8.46% | +8.46% |
| -25bp | 2.613 | 98.979 | 2.500 | +6.16% | +6.16% |
| Unchanged (roll-down) | 2.863 | 96.815 | 2.500 | +3.92% | +3.92% |
| +25bp | 3.113 | 94.704 | 2.500 | +1.74% | +1.74% |
| +50bp | 3.363 | 92.646 | 2.500 | -0.40% | -0.40% |